3) Suppose there are users that can register in my site, and there is a crud of User. But, that's MY User. I mean, User class will have attributes of MY application. However, I still need a user for Pier, so that to let the user post, create blogs, etc....How can I do this?

this one is trickier i think. I have overridden WASession and added a user variable for my user requirements, then in the config screen (in the Web Browser) there is a place to override the default Session with your own subclass. In Pier there is a PUUser class but I don't think it so easy to get Pier to use a subclass, so that may not suit your purposes.

4) As I said I have requirements that are not related with CMS. How can I do them? Create my own seaside component? extends PRComponent? How can I add my component to a pier component then ? In fact, the main question is, can I easily have requirements that are not Pier using Pier hahah?

Any Seaside component can be added to a page by overriding canBeRoot to return true. Then whe you use the Add command in Pier select Component from the drop down, when it asks you which component in the frop down you should see your component near the bottom of the list under the Seaside category. Select it and save and BOOM! it show up. Really cool. This is what sold me on looking at Pier in the first place. It made all my wonky looking seaside components look like professional web pages. The built in CSS helped ALOT in that regard as well. 

Also, look into using Magritte to describe your objects it makes things MUCH easier down the road.